+61.4%
AMAT vs PGR
+21.4%
+40.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -0.9% |
| 7D | -11.2% | +4.1% | -15.3% | -7.7% |
| 30D | -31.9% | +10.4% | -42.3% | -24.7% |
| 3M | -32.3% | +11.4% | -43.8% | -24.0% |
| 6M | -5.4% | +17.9% | -23.3% | +14.0% |
| YTD | +44.3% | +9.8% | +34.5% | +71.6% |
| 1Y | +61.4% | +19.3% | +42.1% | +115.1% |
| All | +61.4% | +21.4% | +40.0% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling